To ascertain, through a systematic review, the associations between sedentary behaviour (SB) and physical activity (PA) among adults aged 18–60 years. Studies published in English up to and including June 2013 were located from computerized and manual searches. Studies reporting on at least one measure of SB and an association with one measure of PA were included. 26 studies met the inclusion criteria. Six studies examined associations between SB and PA prospectively, and 20 were cross-sectional. The most commonly assessed subtype of sedentary behaviours were television viewing (11 studies), total sedentary time (10), total sitting time (4), general screen time (3) and occupational sedentary time (2). All studied types of SB were associated with lower levels of PA in adults. Findings of this review suggest inverse associations between SB and PA were weak to moderate. Objective monitoring studies reported larger negative associations between SB and light intensity activity. Current evidence, though limited, supports the notion that sedentary behaviour displaces light intensity activity.